Efficient estimation in conditional single-index regression

DOI10.1016/S0047-259X(02)00046-5zbMath1019.62035MaRDI QIDQ1403413

Wolfgang Karl Härdle, Marian Hristache, Michel Delecroix

Publication date: 1 September 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

bounds; semiparametric efficiency; single-index model; pseudo-maximum likelihood

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion, Semi-parametric single-index two-part regression models, Asymptotics for a censored generalized linear model with unknown link function

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